Dataset statistics
| Number of variables | 15 |
|---|---|
| Number of observations | 68629 |
| Missing cells | 44138 |
| Missing cells (%) | 4.3% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 8.4 MiB |
| Average record size in memory | 128.0 B |
Variable types
| Numeric | 15 |
|---|
ld_mean_volume_difference has 8421 (12.3%) infinite values | Infinite |
ld_mean_volume_difference has 44138 (64.3%) missing values | Missing |
ld_mean_wap_1 has unique values | Unique |
ld_mean_bid_price1 has 788 (1.1%) zeros | Zeros |
ld_mean_ask_price1 has 789 (1.1%) zeros | Zeros |
ld_mean_bid_price2 has 823 (1.2%) zeros | Zeros |
ld_mean_ask_price2 has 779 (1.1%) zeros | Zeros |
ld_mean_bid_size1 has 1043 (1.5%) zeros | Zeros |
ld_mean_ask_size1 has 1112 (1.6%) zeros | Zeros |
ld_mean_bid_size2 has 1934 (2.8%) zeros | Zeros |
ld_mean_ask_size2 has 2048 (3.0%) zeros | Zeros |
ld_mean_bid_ask_1 has 10559 (15.4%) zeros | Zeros |
ld_mean_bid_ask_2 has 9547 (13.9%) zeros | Zeros |
Reproduction
| Analysis started | 2024-07-01 19:01:59.020909 |
|---|---|
| Analysis finished | 2024-07-01 19:02:25.960391 |
| Duration | 26.94 seconds |
| Software version | ydata-profiling v4.8.3 |
| Download configuration | config.json |
target_value
Real number (ℝ)
| Distinct | 68228 |
|---|---|
| Distinct (%) | 99.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0038878538 |
| Minimum | 0.000112782 |
|---|---|
| Maximum | 0.051954939 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.000112782 |
|---|---|
| 5-th percentile | 0.0011688978 |
| Q1 | 0.002030894 |
| median | 0.003060147 |
| Q3 | 0.004733416 |
| 95-th percentile | 0.0094920512 |
| Maximum | 0.051954939 |
| Range | 0.051842157 |
| Interquartile range (IQR) | 0.002702522 |
Descriptive statistics
| Standard deviation | 0.0029421081 |
|---|---|
| Coefficient of variation (CV) | 0.7567435 |
| Kurtosis | 13.636917 |
| Mean | 0.0038878538 |
| Median Absolute Deviation (MAD) | 0.001223305 |
| Skewness | 2.7721908 |
| Sum | 266.81952 |
| Variance | 8.6560001 × 10-6 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0.004125058 | 2 | < 0.1% |
| 0.002760894 | 2 | < 0.1% |
| 0.001727059 | 2 | < 0.1% |
| 0.004879351 | 2 | < 0.1% |
| 0.003471 | 2 | < 0.1% |
| 0.001837649 | 2 | < 0.1% |
| 0.00106919 | 2 | < 0.1% |
| 0.001689191 | 2 | < 0.1% |
| 0.003476125 | 2 | < 0.1% |
| 0.001659372 | 2 | < 0.1% |
| Other values (68218) | 68609 |
| Value | Count | Frequency (%) |
| 0.000112782 | 1 | |
| 0.000145461 | 1 | |
| 0.000244148 | 1 | |
| 0.000276828 | 1 | |
| 0.00027703 | 1 | |
| 0.000289663 | 1 | |
| 0.000309087 | 1 | |
| 0.00031157 | 1 | |
| 0.000311773 | 1 | |
| 0.000312335 | 1 |
| Value | Count | Frequency (%) |
| 0.051954939 | 1 | |
| 0.04473676 | 1 | |
| 0.043173945 | 1 | |
| 0.042814297 | 1 | |
| 0.038972343 | 1 | |
| 0.038377884 | 1 | |
| 0.035858885 | 1 | |
| 0.035500722 | 1 | |
| 0.034833812 | 1 | |
| 0.033972923 | 1 |
ld_mean_bid_price1
Real number (ℝ)
ZEROS
| Distinct | 67733 |
|---|---|
| Distinct (%) | 98.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.4531197 × 10-7 |
| Minimum | -0.00036326179 |
|---|---|
| Maximum | 0.00020396811 |
| Zeros | 788 |
| Zeros (%) | 1.1% |
| Negative | 33603 |
| Negative (%) | 49.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.00036326179 |
|---|---|
| 5-th percentile | -1.4439456 × 10-5 |
| Q1 | -3.8791077 × 10-6 |
| median | 0 |
| Q3 | 4.0491782 × 10-6 |
| 95-th percentile | 1.5180612 × 10-5 |
| Maximum | 0.00020396811 |
| Range | 0.0005672299 |
| Interquartile range (IQR) | 7.9282859 × 10-6 |
Descriptive statistics
| Standard deviation | 1.0872539 × 10-5 |
|---|---|
| Coefficient of variation (CV) | 74.822047 |
| Kurtosis | 41.551348 |
| Mean | 1.4531197 × 10-7 |
| Median Absolute Deviation (MAD) | 3.9617421 × 10-6 |
| Skewness | -0.34972442 |
| Sum | 0.0099726154 |
| Variance | 1.1821211 × 10-10 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 788 | 1.1% |
| 1.701978402 × 10-13 | 4 | < 0.1% |
| -1.946744496 × 10-13 | 4 | < 0.1% |
| 5.596890681 × 10-13 | 3 | < 0.1% |
| -2.007160714 × 10-13 | 3 | < 0.1% |
| -9.750026849 × 10-14 | 3 | < 0.1% |
| -2.682380685 × 10-13 | 3 | < 0.1% |
| 2.498182867 × 10-13 | 3 | < 0.1% |
| 2.12436717 × 10-13 | 3 | < 0.1% |
| -4.056283033 × 10-13 | 3 | < 0.1% |
| Other values (67723) | 67812 |
| Value | Count | Frequency (%) |
| -0.0003632617882 | 1 | |
| -0.0001975789928 | 1 | |
| -0.0001687809126 | 1 | |
| -0.0001621905249 | 1 | |
| -0.0001502649102 | 1 | |
| -0.0001426834788 | 1 | |
| -0.000131325447 | 1 | |
| -0.0001300453005 | 1 | |
| -0.0001224816224 | 1 | |
| -0.0001206184243 | 1 |
| Value | Count | Frequency (%) |
| 0.0002039681131 | 1 | |
| 0.0001653150539 | 1 | |
| 0.0001613965578 | 1 | |
| 0.0001582009136 | 1 | |
| 0.0001437843894 | 1 | |
| 0.0001382763585 | 1 | |
| 0.0001261169091 | 1 | |
| 0.000124627797 | 1 | |
| 0.0001238849218 | 1 | |
| 0.0001222539577 | 1 |
ld_mean_ask_price1
Real number (ℝ)
ZEROS
| Distinct | 67704 |
|---|---|
| Distinct (%) | 98.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -1.7702404 × 10-7 |
| Minimum | -0.00038198088 |
|---|---|
| Maximum | 0.00016218517 |
| Zeros | 789 |
| Zeros (%) | 1.1% |
| Negative | 34190 |
| Negative (%) | 49.8% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.00038198088 |
|---|---|
| 5-th percentile | -1.498271 × 10-5 |
| Q1 | -4.0468285 × 10-6 |
| median | 0 |
| Q3 | 3.855479 × 10-6 |
| 95-th percentile | 1.4411617 × 10-5 |
| Maximum | 0.00016218517 |
| Range | 0.00054416605 |
| Interquartile range (IQR) | 7.9023075 × 10-6 |
Descriptive statistics
| Standard deviation | 1.0810065 × 10-5 |
|---|---|
| Coefficient of variation (CV) | -61.06552 |
| Kurtosis | 45.199392 |
| Mean | -1.7702404 × 10-7 |
| Median Absolute Deviation (MAD) | 3.9462702 × 10-6 |
| Skewness | -1.2519836 |
| Sum | -0.012148983 |
| Variance | 1.168575 × 10-10 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 789 | 1.1% |
| -1.341190342 × 10-13 | 4 | < 0.1% |
| -1.287780104 × 10-13 | 4 | < 0.1% |
| 2.042374109 × 10-13 | 3 | < 0.1% |
| 6.127122464 × 10-13 | 3 | < 0.1% |
| -3.055520247 × 10-13 | 3 | < 0.1% |
| -3.549247484 × 10-13 | 3 | < 0.1% |
| -2.147884193 × 10-13 | 3 | < 0.1% |
| 3.129444132 × 10-13 | 3 | < 0.1% |
| -3.959704743 × 10-13 | 3 | < 0.1% |
| Other values (67694) | 67811 |
| Value | Count | Frequency (%) |
| -0.0003819808771 | 1 | |
| -0.0002226733777 | 1 | |
| -0.0002104450978 | 1 | |
| -0.000154813577 | 1 | |
| -0.000151498316 | 1 | |
| -0.0001416756713 | 1 | |
| -0.0001308456704 | 1 | |
| -0.0001307444472 | 1 | |
| -0.0001266122999 | 1 | |
| -0.0001222151477 | 1 |
| Value | Count | Frequency (%) |
| 0.0001621851698 | 1 | |
| 0.0001460898056 | 1 | |
| 0.0001272195077 | 1 | |
| 0.0001219670448 | 1 | |
| 0.0001218804755 | 1 | |
| 0.0001136478604 | 1 | |
| 0.0001129408192 | 1 | |
| 0.0001113679828 | 1 | |
| 0.0001075474574 | 1 | |
| 0.0001052799489 | 1 |
ld_mean_bid_price2
Real number (ℝ)
ZEROS
| Distinct | 67695 |
|---|---|
| Distinct (%) | 98.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.932156 × 10-7 |
| Minimum | -0.00026825926 |
|---|---|
| Maximum | 0.00019639074 |
| Zeros | 823 |
| Zeros (%) | 1.2% |
| Negative | 33485 |
| Negative (%) | 48.8% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.00026825926 |
|---|---|
| 5-th percentile | -1.4429984 × 10-5 |
| Q1 | -3.855946 × 10-6 |
| median | 5.0439914 × 10-14 |
| Q3 | 4.0680957 × 10-6 |
| 95-th percentile | 1.5199937 × 10-5 |
| Maximum | 0.00019639074 |
| Range | 0.00046465 |
| Interquartile range (IQR) | 7.9240417 × 10-6 |
Descriptive statistics
| Standard deviation | 1.0886137 × 10-5 |
|---|---|
| Coefficient of variation (CV) | 56.341914 |
| Kurtosis | 28.903113 |
| Mean | 1.932156 × 10-7 |
| Median Absolute Deviation (MAD) | 3.9587704 × 10-6 |
| Skewness | 0.16783385 |
| Sum | 0.013260193 |
| Variance | 1.1850797 × 10-10 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 823 | 1.2% |
| -3.906554442 × 10-13 | 5 | < 0.1% |
| 2.732754073 × 10-13 | 4 | < 0.1% |
| 4.547473509 × 10-13 | 3 | < 0.1% |
| -3.079770325 × 10-13 | 3 | < 0.1% |
| 1.95000537 × 10-13 | 3 | < 0.1% |
| 1.028403911 × 10-13 | 3 | < 0.1% |
| 4.042198705 × 10-13 | 3 | < 0.1% |
| -4.460357051 × 10-13 | 3 | < 0.1% |
| -5.061535501 × 10-13 | 3 | < 0.1% |
| Other values (67685) | 67776 |
| Value | Count | Frequency (%) |
| -0.0002682592603 | 1 | |
| -0.0001935685286 | 1 | |
| -0.0001502704836 | 1 | |
| -0.0001460288477 | 1 | |
| -0.0001427371899 | 1 | |
| -0.0001403882634 | 1 | |
| -0.0001300644508 | 1 | |
| -0.000119716904 | 1 | |
| -0.000119014614 | 1 | |
| -0.0001171048643 | 1 |
| Value | Count | Frequency (%) |
| 0.0001963907416 | 1 | |
| 0.0001905882818 | 1 | |
| 0.0001643563737 | 1 | |
| 0.0001605473808 | 1 | |
| 0.0001438314794 | 1 | |
| 0.0001421089255 | 1 | |
| 0.0001389935642 | 1 | |
| 0.0001330943342 | 1 | |
| 0.0001314155379 | 1 | |
| 0.0001249542402 | 1 |
ld_mean_ask_price2
Real number (ℝ)
ZEROS
| Distinct | 67747 |
|---|---|
| Distinct (%) | 98.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -2.2551891 × 10-7 |
| Minimum | -0.00038335484 |
|---|---|
| Maximum | 0.0001659566 |
| Zeros | 779 |
| Zeros (%) | 1.1% |
| Negative | 34218 |
| Negative (%) | 49.9% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.00038335484 |
|---|---|
| 5-th percentile | -1.5087433 × 10-5 |
| Q1 | -4.0737009 × 10-6 |
| median | 0 |
| Q3 | 3.8145424 × 10-6 |
| 95-th percentile | 1.4368141 × 10-5 |
| Maximum | 0.0001659566 |
| Range | 0.00054931144 |
| Interquartile range (IQR) | 7.8882433 × 10-6 |
Descriptive statistics
| Standard deviation | 1.0834488 × 10-5 |
|---|---|
| Coefficient of variation (CV) | -48.04248 |
| Kurtosis | 44.243179 |
| Mean | -2.2551891 × 10-7 |
| Median Absolute Deviation (MAD) | 3.9453857 × 10-6 |
| Skewness | -1.3202951 |
| Sum | -0.015477138 |
| Variance | 1.1738613 × 10-10 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 779 | 1.1% |
| -2.25611088 × 10-13 | 3 | < 0.1% |
| 8.435893043 × 10-13 | 3 | < 0.1% |
| 2.36616499 × 10-13 | 3 | < 0.1% |
| 2.188257984 × 10-13 | 3 | < 0.1% |
| -2.476921663 × 10-13 | 3 | < 0.1% |
| 1.007052989 × 10-13 | 3 | < 0.1% |
| -3.906554442 × 10-13 | 3 | < 0.1% |
| 1.2437535 × 10-13 | 3 | < 0.1% |
| 1.037569688 × 10-13 | 2 | < 0.1% |
| Other values (67737) | 67824 |
| Value | Count | Frequency (%) |
| -0.0003833548399 | 1 | |
| -0.0002071823692 | 1 | |
| -0.000199276139 | 1 | |
| -0.0001527631393 | 1 | |
| -0.0001496130135 | 1 | |
| -0.0001415690931 | 1 | |
| -0.0001313552784 | 1 | |
| -0.0001308263454 | 1 | |
| -0.0001289446082 | 1 | |
| -0.0001286809857 | 1 |
| Value | Count | Frequency (%) |
| 0.0001659566042 | 1 | |
| 0.0001262580045 | 1 | |
| 0.0001192143172 | 1 | |
| 0.0001187940725 | 1 | |
| 0.0001135967032 | 1 | |
| 0.000113483693 | 1 | |
| 0.0001131699464 | 1 | |
| 0.0001100015725 | 1 | |
| 0.0001075328182 | 1 | |
| 0.0001057260015 | 1 |
ld_mean_bid_size1
Real number (ℝ)
ZEROS
| Distinct | 56990 |
|---|---|
| Distinct (%) | 83.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.118253 × 10-6 |
| Minimum | -0.069741802 |
|---|---|
| Maximum | 0.082412866 |
| Zeros | 1043 |
| Zeros (%) | 1.5% |
| Negative | 33353 |
| Negative (%) | 48.6% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.069741802 |
|---|---|
| 5-th percentile | -0.01234644 |
| Q1 | -0.00215394 |
| median | 0 |
| Q3 | 0.0022145277 |
| 95-th percentile | 0.012063012 |
| Maximum | 0.082412866 |
| Range | 0.15215467 |
| Interquartile range (IQR) | 0.0043684678 |
Descriptive statistics
| Standard deviation | 0.0073068064 |
|---|---|
| Coefficient of variation (CV) | 6534.1263 |
| Kurtosis | 6.0717545 |
| Mean | 1.118253 × 10-6 |
| Median Absolute Deviation (MAD) | 0.0021841199 |
| Skewness | -0.069395788 |
| Sum | 0.076744586 |
| Variance | 5.338942 × 10-5 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 1043 | 1.5% |
| 0.001157173924 | 79 | 0.1% |
| -0.001157173924 | 68 | 0.1% |
| 0.0006769033524 | 41 | 0.1% |
| -0.001834077277 | 33 | < 0.1% |
| -0.0006769033524 | 27 | < 0.1% |
| 0.001834077277 | 23 | < 0.1% |
| -0.001159108998 | 20 | < 0.1% |
| 0.002314347848 | 19 | < 0.1% |
| 0.001159108998 | 17 | < 0.1% |
| Other values (56980) | 67259 |
| Value | Count | Frequency (%) |
| -0.06974180225 | 1 | |
| -0.06115716688 | 1 | |
| -0.05763874147 | 1 | |
| -0.05673105099 | 1 | |
| -0.0560712742 | 1 | |
| -0.05584010829 | 1 | |
| -0.05572614478 | 1 | |
| -0.05216698375 | 1 | |
| -0.05139866802 | 1 | |
| -0.05080549358 | 1 |
| Value | Count | Frequency (%) |
| 0.08241286637 | 1 | |
| 0.06474215037 | 1 | |
| 0.06249963261 | 1 | |
| 0.05794517472 | 1 | |
| 0.05548393187 | 1 | |
| 0.05213843131 | 1 | |
| 0.05194428791 | 1 | |
| 0.05116855762 | 1 | |
| 0.04962630016 | 1 | |
| 0.04955424198 | 1 |
ld_mean_ask_size1
Real number (ℝ)
ZEROS
| Distinct | 56900 |
|---|---|
| Distinct (%) | 82.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -4.577516 × 10-6 |
| Minimum | -0.069668192 |
|---|---|
| Maximum | 0.071955784 |
| Zeros | 1112 |
| Zeros (%) | 1.6% |
| Negative | 33489 |
| Negative (%) | 48.8% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.069668192 |
|---|---|
| 5-th percentile | -0.011950173 |
| Q1 | -0.0021327495 |
| median | 0 |
| Q3 | 0.002167437 |
| 95-th percentile | 0.011823332 |
| Maximum | 0.071955784 |
| Range | 0.14162398 |
| Interquartile range (IQR) | 0.0043001865 |
Descriptive statistics
| Standard deviation | 0.0071678595 |
|---|---|
| Coefficient of variation (CV) | -1565.8841 |
| Kurtosis | 6.2542749 |
| Mean | -4.577516 × 10-6 |
| Median Absolute Deviation (MAD) | 0.0021497912 |
| Skewness | 0.020635415 |
| Sum | -0.31415035 |
| Variance | 5.137821 × 10-5 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 1112 | 1.6% |
| 0.001157173924 | 68 | 0.1% |
| -0.001157173924 | 53 | 0.1% |
| -0.001834077277 | 31 | < 0.1% |
| 0.001834077277 | 29 | < 0.1% |
| 0.0006769033524 | 28 | < 0.1% |
| -0.001159108998 | 22 | < 0.1% |
| -0.0006769033524 | 21 | < 0.1% |
| 0.001159108998 | 20 | < 0.1% |
| 0.0004802705717 | 19 | < 0.1% |
| Other values (56890) | 67226 |
| Value | Count | Frequency (%) |
| -0.06966819241 | 1 | |
| -0.06048723578 | 1 | |
| -0.05860130542 | 1 | |
| -0.05237367268 | 1 | |
| -0.05118031512 | 1 | |
| -0.04969677703 | 1 | |
| -0.04905849413 | 1 | |
| -0.04885133239 | 1 | |
| -0.0474759813 | 1 | |
| -0.04744492432 | 1 |
| Value | Count | Frequency (%) |
| 0.07195578416 | 1 | |
| 0.07071073211 | 1 | |
| 0.06520465504 | 1 | |
| 0.06348835824 | 1 | |
| 0.05929452325 | 1 | |
| 0.05697115448 | 1 | |
| 0.05380926863 | 1 | |
| 0.05104364439 | 1 | |
| 0.05044983038 | 1 | |
| 0.04951698473 | 1 |
ld_mean_bid_size2
Real number (ℝ)
ZEROS
| Distinct | 54670 |
|---|---|
| Distinct (%) | 79.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -2.4953115 × 10-5 |
| Minimum | -0.092254825 |
|---|---|
| Maximum | 0.071598883 |
| Zeros | 1934 |
| Zeros (%) | 2.8% |
| Negative | 32594 |
| Negative (%) | 47.5% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.092254825 |
|---|---|
| 5-th percentile | -0.011680848 |
| Q1 | -0.0018569946 |
| median | 0 |
| Q3 | 0.0019347735 |
| 95-th percentile | 0.011407923 |
| Maximum | 0.071598883 |
| Range | 0.16385371 |
| Interquartile range (IQR) | 0.0037917681 |
Descriptive statistics
| Standard deviation | 0.0069292621 |
|---|---|
| Coefficient of variation (CV) | -277.69127 |
| Kurtosis | 6.8416665 |
| Mean | -2.4953115 × 10-5 |
| Median Absolute Deviation (MAD) | 0.0018990334 |
| Skewness | -0.16916931 |
| Sum | -1.7125073 |
| Variance | 4.8014674 × 10-5 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 1934 | 2.8% |
| -0.001157173924 | 48 | 0.1% |
| 0.001157173924 | 42 | 0.1% |
| 0.0006769033524 | 25 | < 0.1% |
| 0.0003725267969 | 19 | < 0.1% |
| -0.001834077277 | 18 | < 0.1% |
| 0.0004802705717 | 17 | < 0.1% |
| 0.001159108998 | 15 | < 0.1% |
| 0.0008527973686 | 15 | < 0.1% |
| -0.0004802705717 | 15 | < 0.1% |
| Other values (54660) | 66481 |
| Value | Count | Frequency (%) |
| -0.09225482529 | 1 | |
| -0.06220078874 | 1 | |
| -0.06113739334 | 1 | |
| -0.05449959874 | 1 | |
| -0.05308970837 | 1 | |
| -0.05277393853 | 1 | |
| -0.05233147939 | 1 | |
| -0.05223691502 | 1 | |
| -0.0519456602 | 1 | |
| -0.05127911685 | 1 |
| Value | Count | Frequency (%) |
| 0.07159888333 | 1 | |
| 0.06578814551 | 1 | |
| 0.05904064341 | 1 | |
| 0.05607181145 | 1 | |
| 0.05434024615 | 1 | |
| 0.05120105255 | 1 | |
| 0.04699153251 | 1 | |
| 0.04637221524 | 1 | |
| 0.04617186472 | 1 | |
| 0.04589696911 | 1 |
ld_mean_ask_size2
Real number (ℝ)
ZEROS
| Distinct | 54182 |
|---|---|
| Distinct (%) | 78.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 3.573838 × 10-5 |
| Minimum | -0.061161103 |
|---|---|
| Maximum | 0.071591847 |
| Zeros | 2048 |
| Zeros (%) | 3.0% |
| Negative | 32391 |
| Negative (%) | 47.2% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.061161103 |
|---|---|
| 5-th percentile | -0.01136878 |
| Q1 | -0.0018262589 |
| median | 0 |
| Q3 | 0.0019393987 |
| 95-th percentile | 0.011187099 |
| Maximum | 0.071591847 |
| Range | 0.13275295 |
| Interquartile range (IQR) | 0.0037656576 |
Descriptive statistics
| Standard deviation | 0.0068711971 |
|---|---|
| Coefficient of variation (CV) | 192.26381 |
| Kurtosis | 6.882381 |
| Mean | 3.573838 × 10-5 |
| Median Absolute Deviation (MAD) | 0.0018858842 |
| Skewness | 0.0049961969 |
| Sum | 2.4526893 |
| Variance | 4.721335 × 10-5 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 2048 | 3.0% |
| 0.001157173924 | 33 | < 0.1% |
| -0.001157173924 | 26 | < 0.1% |
| 0.0006769033524 | 25 | < 0.1% |
| 0.0004802705717 | 21 | < 0.1% |
| -0.0006769033524 | 18 | < 0.1% |
| -0.0004802705717 | 17 | < 0.1% |
| 0.001834077277 | 15 | < 0.1% |
| 0.002318217995 | 14 | < 0.1% |
| 0.0008527973686 | 14 | < 0.1% |
| Other values (54172) | 66398 |
| Value | Count | Frequency (%) |
| -0.06116110254 | 1 | |
| -0.05987590269 | 1 | |
| -0.05822326776 | 1 | |
| -0.05716785697 | 1 | |
| -0.05654680592 | 1 | |
| -0.05567372549 | 1 | |
| -0.0551908059 | 1 | |
| -0.05304736226 | 1 | |
| -0.05110032232 | 1 | |
| -0.04883160125 | 1 |
| Value | Count | Frequency (%) |
| 0.0715918471 | 1 | |
| 0.07121366858 | 1 | |
| 0.06513105523 | 1 | |
| 0.06209621419 | 1 | |
| 0.05616061202 | 1 | |
| 0.05431896921 | 1 | |
| 0.05260979937 | 1 | |
| 0.05147398691 | 1 | |
| 0.0504528325 | 1 | |
| 0.04899117219 | 1 |
ld_mean_bid_ask_1
Real number (ℝ)
ZEROS
| Distinct | 55858 |
|---|---|
| Distinct (%) | 81.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.00021488259 |
| Minimum | -0.018175019 |
|---|---|
| Maximum | 0.018564394 |
| Zeros | 10559 |
| Zeros (%) | 15.4% |
| Negative | 32309 |
| Negative (%) | 47.1% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.018175019 |
|---|---|
| 5-th percentile | -0.0031142544 |
| Q1 | -0.0011203877 |
| median | 0 |
| Q3 | 0.00058305613 |
| 95-th percentile | 0.0024565852 |
| Maximum | 0.018564394 |
| Range | 0.036739413 |
| Interquartile range (IQR) | 0.0017034438 |
Descriptive statistics
| Standard deviation | 0.0017647672 |
|---|---|
| Coefficient of variation (CV) | -8.2127042 |
| Kurtosis | 5.0201162 |
| Mean | -0.00021488259 |
| Median Absolute Deviation (MAD) | 0.00085397885 |
| Skewness | -0.25032412 |
| Sum | -14.747178 |
| Variance | 3.1144032 × 10-6 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 10559 | 15.4% |
| 0.001157173188 | 59 | 0.1% |
| -0.001157173188 | 55 | 0.1% |
| 0.001157174702 | 53 | 0.1% |
| -0.001157174702 | 40 | 0.1% |
| -0.001159109757 | 17 | < 0.1% |
| -0.001159108244 | 17 | < 0.1% |
| 0.001159108244 | 17 | < 0.1% |
| -0.000676903408 | 16 | < 0.1% |
| -0.001157173887 | 15 | < 0.1% |
| Other values (55848) | 57781 |
| Value | Count | Frequency (%) |
| -0.01817501895 | 1 | |
| -0.01677316986 | 1 | |
| -0.01479505096 | 1 | |
| -0.01408522576 | 1 | |
| -0.01405486651 | 1 | |
| -0.01365827955 | 1 | |
| -0.01346260495 | 1 | |
| -0.01303614769 | 1 | |
| -0.01297235768 | 1 | |
| -0.01295899041 | 1 |
| Value | Count | Frequency (%) |
| 0.01856439374 | 1 | |
| 0.0142156519 | 1 | |
| 0.01399340387 | 1 | |
| 0.01345925499 | 1 | |
| 0.01279214211 | 1 | |
| 0.01273256447 | 1 | |
| 0.01223007962 | 1 | |
| 0.01212734915 | 1 | |
| 0.01141435653 | 1 | |
| 0.01131963171 | 1 |
ld_mean_bid_ask_2
Real number (ℝ)
ZEROS
| Distinct | 57899 |
|---|---|
| Distinct (%) | 84.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.00018512886 |
| Minimum | -0.013372558 |
|---|---|
| Maximum | 0.012927916 |
| Zeros | 9547 |
| Zeros (%) | 13.9% |
| Negative | 32950 |
| Negative (%) | 48.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.013372558 |
|---|---|
| 5-th percentile | -0.0024674736 |
| Q1 | -0.00073173933 |
| median | 0 |
| Q3 | 0.00044073691 |
| 95-th percentile | 0.0018732835 |
| Maximum | 0.012927916 |
| Range | 0.026300474 |
| Interquartile range (IQR) | 0.0011724762 |
Descriptive statistics
| Standard deviation | 0.0013876098 |
|---|---|
| Coefficient of variation (CV) | -7.4953729 |
| Kurtosis | 6.6949773 |
| Mean | -0.00018512886 |
| Median Absolute Deviation (MAD) | 0.00056440692 |
| Skewness | -0.53089047 |
| Sum | -12.705209 |
| Variance | 1.9254611 × 10-6 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 9547 | 13.9% |
| 0.000480271352 | 26 | < 0.1% |
| -0.000480271352 | 21 | < 0.1% |
| -0.0004802697513 | 17 | < 0.1% |
| 0.0004802697513 | 15 | < 0.1% |
| -0.0004802705371 | 12 | < 0.1% |
| -0.0004810736864 | 10 | < 0.1% |
| 0.0004802705371 | 9 | < 0.1% |
| 1.589457241 × 10-7 | 9 | < 0.1% |
| 0.0004810736864 | 8 | < 0.1% |
| Other values (57889) | 58955 |
| Value | Count | Frequency (%) |
| -0.01337255817 | 1 | |
| -0.01332696714 | 1 | |
| -0.01312220842 | 1 | |
| -0.01300476305 | 1 | |
| -0.01287382003 | 1 | |
| -0.01253999025 | 1 | |
| -0.01253812201 | 1 | |
| -0.01228198782 | 1 | |
| -0.01164884027 | 1 | |
| -0.01149207819 | 1 |
| Value | Count | Frequency (%) |
| 0.0129279159 | 1 | |
| 0.01183776185 | 1 | |
| 0.01109547168 | 1 | |
| 0.01085201744 | 1 | |
| 0.01047409326 | 1 | |
| 0.01026467141 | 1 | |
| 0.009560696781 | 1 | |
| 0.009142179042 | 1 | |
| 0.009086756036 | 1 | |
| 0.009053038433 | 1 |
ld_mean_wap_1
Real number (ℝ)
UNIQUE
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -9.8880446 × 10-9 |
| Minimum | -0.0004270721 |
|---|---|
| Maximum | 0.00016151606 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 34296 |
| Negative (%) | 50.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.0004270721 |
|---|---|
| 5-th percentile | -1.4804543 × 10-5 |
| Q1 | -3.9866785 × 10-6 |
| median | 1.3615728 × 10-9 |
| Q3 | 3.9858829 × 10-6 |
| 95-th percentile | 1.4899305 × 10-5 |
| Maximum | 0.00016151606 |
| Range | 0.00058858816 |
| Interquartile range (IQR) | 7.9725615 × 10-6 |
Descriptive statistics
| Standard deviation | 1.0919069 × 10-5 |
|---|---|
| Coefficient of variation (CV) | -1104.2698 |
| Kurtosis | 56.002934 |
| Mean | -9.8880446 × 10-9 |
| Median Absolute Deviation (MAD) | 3.9865093 × 10-6 |
| Skewness | -1.1059301 |
| Sum | -0.00067860661 |
| Variance | 1.1922607 × 10-10 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 8.014031865 × 10-7 | 1 | < 0.1% |
| 2.066684357 × 10-5 | 1 | < 0.1% |
| 3.771282799 × 10-6 | 1 | < 0.1% |
| 1.011542072 × 10-6 | 1 | < 0.1% |
| -2.365990863 × 10-5 | 1 | < 0.1% |
| -4.050371354 × 10-6 | 1 | < 0.1% |
| 1.55797578 × 10-5 | 1 | < 0.1% |
| 2.160135151 × 10-6 | 1 | < 0.1% |
| -1.939449359 × 10-5 | 1 | < 0.1% |
| 9.960436024 × 10-6 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| -0.0004270720975 | 1 | |
| -0.0002213566193 | 1 | |
| -0.0001806100649 | 1 | |
| -0.0001661907688 | 1 | |
| -0.0001553181035 | 1 | |
| -0.0001406701367 | 1 | |
| -0.0001324609032 | 1 | |
| -0.0001293046699 | 1 | |
| -0.0001288079421 | 1 | |
| -0.0001273771504 | 1 |
| Value | Count | Frequency (%) |
| 0.0001615160621 | 1 | |
| 0.0001423054785 | 1 | |
| 0.0001358135349 | 1 | |
| 0.0001333051577 | 1 | |
| 0.0001326569776 | 1 | |
| 0.0001322848456 | 1 | |
| 0.0001269122534 | 1 | |
| 0.0001251610556 | 1 | |
| 0.000122362283 | 1 | |
| 0.0001202648483 | 1 |
ld_mean_wap_2
Real number (ℝ)
| Distinct | 68627 |
|---|---|
| Distinct (%) | > 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -2.9125833 × 10-8 |
| Minimum | -0.00028692895 |
|---|---|
| Maximum | 0.00016231174 |
| Zeros | 3 |
| Zeros (%) | < 0.1% |
| Negative | 34266 |
| Negative (%) | 49.9% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.00028692895 |
|---|---|
| 5-th percentile | -1.5098448 × 10-5 |
| Q1 | -4.0493892 × 10-6 |
| median | 6.541689 × 10-9 |
| Q3 | 4.0094353 × 10-6 |
| 95-th percentile | 1.5148403 × 10-5 |
| Maximum | 0.00016231174 |
| Range | 0.00044924069 |
| Interquartile range (IQR) | 8.0588245 × 10-6 |
Descriptive statistics
| Standard deviation | 1.1036101 × 10-5 |
|---|---|
| Coefficient of variation (CV) | -378.9111 |
| Kurtosis | 27.57689 |
| Mean | -2.9125833 × 10-8 |
| Median Absolute Deviation (MAD) | 4.0291574 × 10-6 |
| Skewness | -0.55173566 |
| Sum | -0.0019988768 |
| Variance | 1.2179554 × 10-10 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 3 | < 0.1% |
| -2.194314642 × 10-7 | 1 | < 0.1% |
| 1.727964144 × 10-5 | 1 | < 0.1% |
| 3.234247822 × 10-6 | 1 | < 0.1% |
| -3.547826027 × 10-6 | 1 | < 0.1% |
| 2.027527885 × 10-6 | 1 | < 0.1% |
| 9.155924621 × 10-6 | 1 | < 0.1% |
| -4.357379525 × 10-5 | 1 | < 0.1% |
| 2.868170588 × 10-6 | 1 | < 0.1% |
| -3.91402351 × 10-6 | 1 | < 0.1% |
| Other values (68617) | 68617 |
| Value | Count | Frequency (%) |
| -0.0002869289473 | 1 | |
| -0.0001912798215 | 1 | |
| -0.0001838070185 | 1 | |
| -0.0001496626615 | 1 | |
| -0.0001417041904 | 1 | |
| -0.0001405115852 | 1 | |
| -0.0001354747819 | 1 | |
| -0.0001314010116 | 1 | |
| -0.0001312488255 | 1 | |
| -0.000120910553 | 1 |
| Value | Count | Frequency (%) |
| 0.0001623117427 | 1 | |
| 0.0001501545551 | 1 | |
| 0.0001459146916 | 1 | |
| 0.0001392225185 | 1 | |
| 0.0001320560412 | 1 | |
| 0.0001265580396 | 1 | |
| 0.0001243490805 | 1 | |
| 0.0001189782581 | 1 | |
| 0.0001108086707 | 1 | |
| 0.0001083503772 | 1 |
ld_mean_volume_overall
Real number (ℝ)
| Distinct | 68175 |
|---|---|
| Distinct (%) | 99.3% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.379484 × 10-6 |
| Minimum | -0.044943524 |
|---|---|
| Maximum | 0.05768285 |
| Zeros | 275 |
| Zeros (%) | 0.4% |
| Negative | 33394 |
| Negative (%) | 48.7% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -0.044943524 |
|---|---|
| 5-th percentile | -0.0038661988 |
| Q1 | -0.00094904329 |
| median | 2.7166674 × 10-5 |
| Q3 | 0.00097763974 |
| 95-th percentile | 0.0037569246 |
| Maximum | 0.05768285 |
| Range | 0.10262637 |
| Interquartile range (IQR) | 0.001926683 |
Descriptive statistics
| Standard deviation | 0.0027383677 |
|---|---|
| Coefficient of variation (CV) | 1985.0666 |
| Kurtosis | 19.575302 |
| Mean | 1.379484 × 10-6 |
| Median Absolute Deviation (MAD) | 0.0009637 |
| Skewness | -0.085745214 |
| Sum | 0.094672607 |
| Variance | 7.4986574 × 10-6 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 275 | 0.4% |
| 0.0004802705717 | 6 | < 0.1% |
| -0.0003725267969 | 4 | < 0.1% |
| -0.0003350095083 | 4 | < 0.1% |
| -0.0006791710354 | 3 | < 0.1% |
| 0.001752624582 | 3 | < 0.1% |
| -0.0007846471273 | 3 | < 0.1% |
| 0.0006769033524 | 3 | < 0.1% |
| 0.0008105305773 | 3 | < 0.1% |
| -0.0005617232665 | 3 | < 0.1% |
| Other values (68165) | 68322 |
| Value | Count | Frequency (%) |
| -0.04494352369 | 1 | |
| -0.03878869651 | 1 | |
| -0.03525773266 | 1 | |
| -0.03212714458 | 1 | |
| -0.03152581135 | 1 | |
| -0.03057769583 | 1 | |
| -0.02985752809 | 1 | |
| -0.0289073441 | 1 | |
| -0.02879175122 | 1 | |
| -0.02849736454 | 1 |
| Value | Count | Frequency (%) |
| 0.05768284971 | 1 | |
| 0.04237405107 | 1 | |
| 0.03806577076 | 1 | |
| 0.03737546721 | 1 | |
| 0.03199319077 | 1 | |
| 0.0267213935 | 1 | |
| 0.02660128287 | 1 | |
| 0.0249357847 | 1 | |
| 0.02472700428 | 1 | |
| 0.02423646608 | 1 |
ld_mean_volume_difference
Real number (ℝ)
INFINITE MISSING
| Distinct | 16072 |
|---|---|
| Distinct (%) | 65.6% |
| Missing | 44138 |
| Missing (%) | 64.3% |
| Infinite | 8421 |
| Infinite (%) | 12.3% |
| Mean | nan |
| Minimum | -inf |
|---|---|
| Maximum | inf |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 11695 |
| Negative (%) | 17.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | -inf |
|---|---|
| 5-th percentile | nan |
| Q1 | -0.067525237 |
| median | 0.003503077 |
| Q3 | 0.073254385 |
| 95-th percentile | nan |
| Maximum | inf |
| Range | inf |
| Interquartile range (IQR) | 0.14077962 |
Descriptive statistics
| Standard deviation | nan |
|---|---|
| Coefficient of variation (CV) | nan |
| Kurtosis | nan |
| Mean | nan |
| Median Absolute Deviation (MAD) | 0.07040284 |
| Skewness | nan |
| Sum | nan |
| Variance | nan |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| inf | 4224 | 6.2% |
| -inf | 4197 | 6.1% |
| 0.07480195359 | 1 | < 0.1% |
| 0.1265086025 | 1 | < 0.1% |
| 0.1089645563 | 1 | < 0.1% |
| -0.002200900811 | 1 | < 0.1% |
| 0.03391312674 | 1 | < 0.1% |
| 0.06534780394 | 1 | < 0.1% |
| 0.09077744163 | 1 | < 0.1% |
| -0.004378412001 | 1 | < 0.1% |
| Other values (16062) | 16062 | 23.4% |
| (Missing) | 44138 |
| Value | Count | Frequency (%) |
| -inf | 4197 | |
| -2.036881927 | 1 | < 0.1% |
| -1.763588592 | 1 | < 0.1% |
| -1.549333988 | 1 | < 0.1% |
| -1.336620535 | 1 | < 0.1% |
| -1.252762968 | 1 | < 0.1% |
| -0.9063666791 | 1 | < 0.1% |
| -0.7790847078 | 1 | < 0.1% |
| -0.7709822414 | 1 | < 0.1% |
| -0.7361277682 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| inf | 4224 | |
| 1.863218433 | 1 | < 0.1% |
| 1.228835081 | 1 | < 0.1% |
| 1.151292546 | 1 | < 0.1% |
| 0.9576867126 | 1 | < 0.1% |
| 0.9426963068 | 1 | < 0.1% |
| 0.7754427362 | 1 | < 0.1% |
| 0.6931471806 | 1 | < 0.1% |
| 0.684789794 | 1 | < 0.1% |
| 0.660299651 | 1 | < 0.1% |
A simple visualization of nullity by column.
Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.
| target_value | ld_mean_bid_price1 | ld_mean_ask_price1 | ld_mean_bid_price2 | ld_mean_ask_price2 | ld_mean_bid_size1 | ld_mean_ask_size1 | ld_mean_bid_size2 | ld_mean_ask_size2 | ld_mean_bid_ask_1 | ld_mean_bid_ask_2 | ld_mean_wap_1 | ld_mean_wap_2 | ld_mean_volume_overall | ld_mean_volume_difference | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 181334 | 0.001381 | -2.996463e-07 | 0.000000 | -2.991734e-07 | 1.207628e-13 | 0.004654 | -1.931104e-02 | 0.001939 | 0.002917 | 9.265916e-04 | 0.000639 | 8.014032e-07 | -2.194315e-07 | 0.001264 | -inf |
| 59080 | 0.007188 | 2.369863e-06 | 0.000002 | 1.077310e-06 | 8.603139e-07 | -0.012861 | -8.852277e-18 | 0.009509 | -0.005791 | -3.500016e-04 | -0.000121 | 8.804530e-08 | 3.924950e-06 | -0.004149 | NaN |
| 67472 | 0.003207 | 3.761964e-06 | 0.000005 | 3.838578e-06 | 3.989105e-06 | -0.011153 | 2.337650e-02 | 0.011739 | 0.010556 | 1.493364e-03 | 0.000195 | 1.174729e-06 | 4.140778e-06 | 0.011523 | -inf |
| 387187 | 0.003743 | -4.821366e-06 | -0.000003 | -4.564723e-06 | -3.661964e-06 | 0.010669 | 2.060110e-05 | 0.004570 | 0.009136 | 3.113591e-03 | 0.001365 | -3.728312e-06 | -4.675296e-06 | 0.003216 | NaN |
| 192846 | 0.003829 | 5.153930e-06 | 0.000005 | 5.154345e-06 | 4.949034e-06 | 0.006028 | -1.823421e-03 | -0.003026 | 0.008063 | -1.393775e-03 | -0.000642 | 5.238842e-06 | 4.501166e-06 | -0.000459 | NaN |
| 414641 | 0.002670 | 3.657703e-06 | 0.000003 | 3.658197e-06 | 3.412691e-06 | -0.000036 | -3.491902e-03 | 0.000854 | 0.001678 | -1.253430e-03 | -0.000520 | 3.712686e-06 | 3.429071e-06 | 0.000246 | NaN |
| 75066 | 0.001399 | -2.980892e-06 | -0.000003 | -2.981302e-06 | -2.521698e-06 | 0.001975 | 1.312014e-02 | 0.003950 | -0.003139 | 1.975834e-03 | 0.001456 | -2.901836e-06 | -2.235095e-06 | 0.001328 | NaN |
| 151589 | 0.003027 | 7.419624e-06 | 0.000008 | 7.420329e-06 | 7.689711e-06 | 0.015313 | 1.071873e-02 | 0.003613 | -0.009689 | 5.270608e-04 | 0.000386 | 7.836156e-06 | 9.140882e-06 | 0.003201 | NaN |
| 109245 | 0.005340 | 1.252999e-05 | 0.000011 | 1.254156e-05 | 1.093852e-05 | -0.003038 | 5.827707e-04 | -0.001766 | -0.001201 | -1.176820e-03 | -0.000488 | 1.068817e-05 | 1.098882e-05 | -0.001420 | inf |
| 357673 | 0.001807 | -3.276820e-06 | -0.000003 | -3.277566e-06 | -3.275330e-06 | -0.000863 | 2.457807e-03 | 0.001754 | -0.001213 | 5.396305e-07 | 0.000000 | -3.453805e-06 | -2.791127e-06 | 0.000547 | -0.038753 |
| target_value | ld_mean_bid_price1 | ld_mean_ask_price1 | ld_mean_bid_price2 | ld_mean_ask_price2 | ld_mean_bid_size1 | ld_mean_ask_size1 | ld_mean_bid_size2 | ld_mean_ask_size2 | ld_mean_bid_ask_1 | ld_mean_bid_ask_2 | ld_mean_wap_1 | ld_mean_wap_2 | ld_mean_volume_overall | ld_mean_volume_difference | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 235594 | 0.001750 | 5.643523e-06 | 5.643001e-06 | 5.643784e-06 | 5.642740e-06 | 0.002124 | 0.002125 | 4.571003e-03 | -0.000434 | 0.000000e+00 | 0.000000e+00 | 5.643105e-06 | 5.826938e-06 | 0.001573 | -inf |
| 62082 | 0.006938 | -1.573543e-06 | -1.650904e-06 | -1.022955e-06 | -1.179036e-06 | 0.000389 | 0.003229 | -1.888076e-03 | 0.002973 | -1.089792e-04 | -1.279950e-04 | -2.004143e-06 | -2.303745e-06 | 0.001253 | NaN |
| 1689 | 0.005653 | -4.222391e-05 | -4.540412e-05 | -4.401653e-05 | -4.540200e-05 | -0.005697 | 0.006510 | 1.316102e-02 | 0.033534 | -1.647355e-03 | -6.667330e-04 | -4.900611e-05 | -5.368194e-05 | 0.003867 | NaN |
| 127948 | 0.005273 | -4.974887e-07 | -1.159807e-06 | -4.977568e-07 | -1.159704e-06 | -0.003031 | -0.001305 | -9.659754e-05 | -0.005221 | -6.336941e-04 | -5.416152e-04 | -1.326018e-06 | 3.158992e-07 | -0.003398 | NaN |
| 332322 | 0.003058 | -4.906532e-06 | -3.442721e-06 | -4.280485e-06 | -2.503419e-06 | -0.013758 | 0.007898 | 6.001274e-03 | 0.006967 | 2.390077e-03 | 2.114108e-03 | -6.262997e-06 | -4.237882e-06 | -0.000810 | 0.074802 |
| 149226 | 0.001754 | 3.667568e-07 | 3.666788e-07 | 3.668360e-07 | 3.663974e-07 | -0.000360 | -0.000162 | -6.316165e-04 | 0.000267 | 0.000000e+00 | -3.162612e-07 | 3.572522e-07 | 2.240626e-07 | -0.000191 | 0.024334 |
| 385833 | 0.003928 | -1.889279e-06 | -1.786177e-06 | -1.713636e-06 | -1.771630e-06 | -0.000170 | -0.001040 | -6.134046e-03 | 0.001040 | 3.071042e-04 | -1.454216e-04 | -1.769323e-06 | -2.320325e-06 | -0.000575 | NaN |
| 179401 | 0.001521 | -7.367018e-06 | -7.364755e-06 | -7.367921e-06 | -7.363853e-06 | -0.000162 | 0.004342 | 2.004153e-04 | 0.001731 | 5.369015e-07 | -2.672249e-07 | -7.667459e-06 | -7.558513e-06 | 0.001298 | -inf |
| 322924 | 0.002483 | -3.099269e-06 | -3.336806e-06 | -2.622840e-06 | -3.336731e-06 | 0.000953 | 0.004247 | -1.640435e-17 | 0.002925 | -8.878884e-04 | -1.828884e-03 | -3.380522e-06 | -2.657806e-06 | 0.002306 | NaN |
| 384322 | 0.003137 | 1.112884e-06 | 1.181511e-06 | 9.868957e-07 | 8.833083e-07 | 0.001987 | -0.001657 | 2.177166e-03 | -0.001987 | 2.531031e-04 | -2.449555e-04 | 1.352982e-06 | 1.226005e-06 | 0.000520 | NaN |